Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-09 0.336986 0.369527 0.404988 0.446707 0.494707 0.548521 0.613866
2025-03-16 0.304431 0.347466 0.397138 0.459362 0.536158 0.629104 0.752111
2025-03-23 0.278347 0.327480 0.386756 0.464807 0.566856 0.698709 0.887164
2025-03-30 0.256521 0.309300 0.375326 0.465984 0.590578 0.761247 1.023303
2025-04-06 0.237301 0.291977 0.362474 0.462787 0.606786 0.814675 1.155959
2025-04-13 0.215972 0.269782 0.340756 0.444549 0.598703 0.830825 1.233604
2025-04-20 0.204698 0.259831 0.334342 0.446589 0.619697 0.893093 1.399255
2025-04-27 0.194409 0.250275 0.327418 0.446777 0.637319 0.952035 1.572556
2025-05-04 0.185113 0.241324 0.320460 0.445915 0.652699 1.009051 1.756364
2025-05-11 0.177850 0.234678 0.316193 0.448540 0.673751 1.079019 1.985996
2025-05-18 0.167031 0.222186 0.302304 0.434499 0.664436 1.090942 2.091265
2025-05-25 0.156530 0.209581 0.287429 0.417590 0.648124 1.086741 2.157681
2025-06-01 0.151261 0.204644 0.284268 0.420273 0.668407 1.160917 2.449247
2025-06-08 0.148780 0.203692 0.287144 0.433274 0.709386 1.286235 2.932178
2025-06-15 0.144929 0.200394 0.286023 0.439161 0.737408 1.389420 3.405545
2025-06-22 0.140506 0.195946 0.282714 0.440786 0.757051 1.477591 3.882005
2025-06-29 0.135596 0.190471 0.277351 0.438158 0.767498 1.545735 4.330998
2025-07-06 0.128410 0.181058 0.264922 0.421447 0.746033 1.528319 4.439148
2025-07-13 0.125123 0.177732 0.262537 0.423459 0.765549 1.623649 5.087078
2025-07-20 0.121742 0.174088 0.259386 0.423707 0.781147 1.712237 5.783526
2025-07-27 0.118408 0.170365 0.255879 0.422952 0.794336 1.797466 6.549777
2025-08-03 0.115800 0.167714 0.254081 0.425417 0.815436 1.912492 7.620682
2025-08-10 0.110907 0.161080 0.244936 0.412390 0.797530 1.900417 7.890243